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wenwen.tang
robo-dividend
Commits
6e891ce6
Commit
6e891ce6
authored
Dec 24, 2022
by
jichao
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config.yml
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6e891ce6
...
@@ -226,7 +226,7 @@ robo-executor: # 执行器相关
...
@@ -226,7 +226,7 @@ robo-executor: # 执行器相关
backtest
:
# 回测执行器相关
backtest
:
# 回测执行器相关
start-date
:
2008-01-02
# 回测起始日期
start-date
:
2008-01-02
# 回测起始日期
end-date
:
2022-11-01
# 回测截止日期
end-date
:
2022-11-01
# 回测截止日期
start-step
:
4
# 回测从哪一步开始执行 1:计算资产ewma;2:计算资产池;3:计算最优投组:4:计算再平衡信号以及持仓投组
start-step
:
1
# 回测从哪一步开始执行 1:计算资产ewma;2:计算资产池;3:计算最优投组:4:计算再平衡信号以及持仓投组
end-step
:
4
# 回测从哪一步执行完成后结束执行 1:计算资产ewma;2:计算资产池;3:计算最优投组:4:计算再平衡信号以及持仓投组
end-step
:
4
# 回测从哪一步执行完成后结束执行 1:计算资产ewma;2:计算资产池;3:计算最优投组:4:计算再平衡信号以及持仓投组
clean-up
:
on
clean-up
:
on
real
:
# 实盘执行器
real
:
# 实盘执行器
...
...
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